Christian SchittonMar 6, 20236 minCopulas - a Gateway to Risk Aggregation and Predictive AnalyticsIn this article, we have a look into the Copulas, a great statistical modelling tool to setup, model and simulate investment portfolios
Christian SchittonNov 11, 20215 minEfficient Digital Transformation - It Starts With The Small StepsData Driven Decision Making A recent article by one of the big deans of data science, Kirk Borne, addressed a very important topic: “How...
Christian SchittonApr 22, 20218 minIntroducing data driven financial risk management - what can we learn from baseball?Talking about statistical modelling and data driven risk management in 2021 is much less unusual than it was in the early years of 2000...